A quadratic measure of dependence

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Asymptotic properties of a dimension-robust dependence measure are investigated. It is related to those used in independence tests, but is derivable, thus suitable for independent component analysis. An adjustable kernel allows to accelerate the convergence of the estimator without affecting the bias.
18 pages, 3 figures, uses natbib.sty

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Statistics Theory, 62H15 ; 62G20

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http://salesiana.dossiersoluciones.com/handle/123456789/131175

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0609259
 http://arxiv.org/abs/math/0609259

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arXiv